Sur la construction de certaines diffusions
The problem of finding simple additional conditions, for a weakly convergent sequence in , which would suffice to imply strong convergence has been widely studied in recent years. In this Note we study this problem for Banach valued random vectors, by replacing weak convergence with a less restrictive assumption. Moreover, all the additional conditions we consider are also necessary for strong convergence, and they depend only on marginal distributions.
Soit la rotation sur le cercle d’angle irrationnel , soit une marche aléatoire transiente sur . Soit et , nous étudions la convergence faible de la suite